Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.
發表於2025-01-10
Dynamic Hedging 2025 pdf epub mobi 電子書 下載
以非數學的語言讓trader或者risk manager對option的實務有瞭非理論化的, 相當現實的理解. 當然, 書的對象讀者較為狹窄, 利用option進行投機和對衝的讀者可能收獲得有限.
評分以非數學的語言讓trader或者risk manager對option的實務有瞭非理論化的, 相當現實的理解. 當然, 書的對象讀者較為狹窄, 利用option進行投機和對衝的讀者可能收獲得有限.
評分以非數學的語言讓trader或者risk manager對option的實務有瞭非理論化的, 相當現實的理解. 當然, 書的對象讀者較為狹窄, 利用option進行投機和對衝的讀者可能收獲得有限.
評分一直以為NNT就是一個社科暢銷書作傢,充其量最多玩玩哲學。今天纔知道這哥們也寫高端著作啊。這本書就是黑天鵝思想在對衝方麵的應用。估計寫這種書費力不討好。不如黑天鵝、反脆弱啥的好賺錢。 抄一段湊字數:做動態對衝的睏難: 1. 無法精確預知未來的波動性。 2. ...
評分一直以為NNT就是一個社科暢銷書作傢,充其量最多玩玩哲學。今天纔知道這哥們也寫高端著作啊。這本書就是黑天鵝思想在對衝方麵的應用。估計寫這種書費力不討好。不如黑天鵝、反脆弱啥的好賺錢。 抄一段湊字數:做動態對衝的睏難: 1. 無法精確預知未來的波動性。 2. ...
圖書標籤: 金融 風險管理 衍生品 期權 Derivatives trading finance Nassim_Nicholas_Taleb
第一遍,遲早會過第二遍。
評分很intuitional的啊,很好的
評分第一遍,遲早會過第二遍。
評分講瞭一些期權交易風險管理上很實際的問題,特彆是一些exotic structure風險如何對衝控製。很多章節都是作者自己多年sell-side風險管理的經驗分享。雖然到後麵有些冗長,但在同類題材裏算是耳目一新,很具啓發性。
評分Trader Must Read!
Dynamic Hedging 2025 pdf epub mobi 電子書 下載